Internal Credit Risk Models: Capital Allocation and Performance Measurement
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This work provides a practical, accessible step-by-step analysis of the theory and practicalities of credit risk measurement and management. Topics covered include: default probabilities; expected and unexpected losses; time effects; default correlations; and loss distributions.
LF/752934/R
Data sheet
- Name of the Author
- K ONG
Michael - Language
- English
- ISBN
- 9781899332038
- Release date
- 1999
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